+67.8%
CSX vs HON
+3.2%
+64.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -3.4% | -3.6% | +0.2% | -1.7% |
| 30D | -3.1% | -15.3% | +12.2% | +4.7% |
| 3M | +7.2% | -7.9% | +15.1% | +10.4% |
| 6M | +16.2% | -18.1% | +34.2% | +26.7% |
| YTD | +37.5% | +3.8% | +33.7% | +31.9% |
| 1Y | +53.2% | +0.5% | +52.7% | +49.0% |
| 3Y | +68.2% | +19.8% | +48.5% | +44.1% |
| All | +67.8% | +3.2% | +64.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling